Dissecting the multivariate extremal index and tail dependence

zbMath1457.60076arXiv1702.01696MaRDI QIDQ5142074

Marta Ferreira, Helena Ferreira

Publication date: 29 December 2020

Full work available at URL: https://arxiv.org/abs/1702.01696

zbMATH Keywords

madogramtail dependencemultivariate extremal indexextremal coefficientsmultivariate extreme values

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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